Elementary proof that mean–variance implies quadratic utility
| Year of publication: |
2011
|
|---|---|
| Authors: | Johnstone, D. ; Lindley, D. |
| Published in: |
Theory and Decision. - Springer. - Vol. 70.2011, 2, p. 149-155
|
| Publisher: |
Springer |
| Subject: | Mean–variance | Portfolio theory | Expected utility | Quadratic utility | Randomized assets | Lotteries | Buridan’s ass |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008776415